ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-315 |
109-040 |
0-045 |
0.1% |
107-290 |
| High |
109-090 |
109-170 |
0-080 |
0.2% |
109-165 |
| Low |
108-310 |
109-025 |
0-035 |
0.1% |
107-205 |
| Close |
109-045 |
109-085 |
0-040 |
0.1% |
109-035 |
| Range |
0-100 |
0-145 |
0-045 |
45.0% |
1-280 |
| ATR |
0-200 |
0-196 |
-0-004 |
-2.0% |
0-000 |
| Volume |
5,467 |
16,669 |
11,202 |
204.9% |
52,886 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-208 |
110-132 |
109-165 |
|
| R3 |
110-063 |
109-307 |
109-125 |
|
| R2 |
109-238 |
109-238 |
109-112 |
|
| R1 |
109-162 |
109-162 |
109-098 |
109-200 |
| PP |
109-093 |
109-093 |
109-093 |
109-112 |
| S1 |
109-017 |
109-017 |
109-072 |
109-055 |
| S2 |
108-268 |
108-268 |
109-058 |
|
| S3 |
108-123 |
108-192 |
109-045 |
|
| S4 |
107-298 |
108-047 |
109-005 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-122 |
113-198 |
110-045 |
|
| R3 |
112-162 |
111-238 |
109-200 |
|
| R2 |
110-202 |
110-202 |
109-145 |
|
| R1 |
109-278 |
109-278 |
109-090 |
110-080 |
| PP |
108-242 |
108-242 |
108-242 |
108-302 |
| S1 |
107-318 |
107-318 |
108-300 |
108-120 |
| S2 |
106-282 |
106-282 |
108-245 |
|
| S3 |
105-002 |
106-038 |
108-190 |
|
| S4 |
103-042 |
104-078 |
108-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-170 |
107-210 |
1-280 |
1.7% |
0-203 |
0.6% |
86% |
True |
False |
13,117 |
| 10 |
109-170 |
107-125 |
2-045 |
2.0% |
0-182 |
0.5% |
88% |
True |
False |
7,959 |
| 20 |
110-035 |
107-125 |
2-230 |
2.5% |
0-215 |
0.6% |
69% |
False |
False |
4,257 |
| 40 |
112-000 |
107-125 |
4-195 |
4.2% |
0-182 |
0.5% |
41% |
False |
False |
2,192 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-170 |
0.5% |
35% |
False |
False |
1,480 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-154 |
0.4% |
28% |
False |
False |
1,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-146 |
|
2.618 |
110-230 |
|
1.618 |
110-085 |
|
1.000 |
109-315 |
|
0.618 |
109-260 |
|
HIGH |
109-170 |
|
0.618 |
109-115 |
|
0.500 |
109-098 |
|
0.382 |
109-080 |
|
LOW |
109-025 |
|
0.618 |
108-255 |
|
1.000 |
108-200 |
|
1.618 |
108-110 |
|
2.618 |
107-285 |
|
4.250 |
107-049 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-098 |
109-057 |
| PP |
109-093 |
109-028 |
| S1 |
109-089 |
109-000 |
|